| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,221.0 |
16,259.0 |
38.0 |
0.2% |
16,157.0 |
| High |
16,282.0 |
16,304.0 |
22.0 |
0.1% |
16,341.0 |
| Low |
16,194.0 |
16,203.0 |
9.0 |
0.1% |
16,092.0 |
| Close |
16,270.0 |
16,281.0 |
11.0 |
0.1% |
16,270.0 |
| Range |
88.0 |
101.0 |
13.0 |
14.8% |
249.0 |
| ATR |
176.2 |
170.8 |
-5.4 |
-3.0% |
0.0 |
| Volume |
44,300 |
48,675 |
4,375 |
9.9% |
232,116 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,565.7 |
16,524.3 |
16,336.6 |
|
| R3 |
16,464.7 |
16,423.3 |
16,308.8 |
|
| R2 |
16,363.7 |
16,363.7 |
16,299.5 |
|
| R1 |
16,322.3 |
16,322.3 |
16,290.3 |
16,343.0 |
| PP |
16,262.7 |
16,262.7 |
16,262.7 |
16,273.0 |
| S1 |
16,221.3 |
16,221.3 |
16,271.7 |
16,242.0 |
| S2 |
16,161.7 |
16,161.7 |
16,262.5 |
|
| S3 |
16,060.7 |
16,120.3 |
16,253.2 |
|
| S4 |
15,959.7 |
16,019.3 |
16,225.5 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,981.3 |
16,874.7 |
16,407.0 |
|
| R3 |
16,732.3 |
16,625.7 |
16,338.5 |
|
| R2 |
16,483.3 |
16,483.3 |
16,315.7 |
|
| R1 |
16,376.7 |
16,376.7 |
16,292.8 |
16,430.0 |
| PP |
16,234.3 |
16,234.3 |
16,234.3 |
16,261.0 |
| S1 |
16,127.7 |
16,127.7 |
16,247.2 |
16,181.0 |
| S2 |
15,985.3 |
15,985.3 |
16,224.4 |
|
| S3 |
15,736.3 |
15,878.7 |
16,201.5 |
|
| S4 |
15,487.3 |
15,629.7 |
16,133.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,341.0 |
16,126.0 |
215.0 |
1.3% |
135.6 |
0.8% |
72% |
False |
False |
47,578 |
| 10 |
16,341.0 |
15,761.0 |
580.0 |
3.6% |
150.4 |
0.9% |
90% |
False |
False |
51,427 |
| 20 |
16,341.0 |
15,559.0 |
782.0 |
4.8% |
172.4 |
1.1% |
92% |
False |
False |
54,842 |
| 40 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
169.4 |
1.0% |
71% |
False |
False |
39,480 |
| 60 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
150.2 |
0.9% |
71% |
False |
False |
26,341 |
| 80 |
16,572.0 |
15,323.0 |
1,249.0 |
7.7% |
134.6 |
0.8% |
77% |
False |
False |
19,760 |
| 100 |
16,572.0 |
14,978.0 |
1,594.0 |
9.8% |
114.1 |
0.7% |
82% |
False |
False |
15,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,733.3 |
|
2.618 |
16,568.4 |
|
1.618 |
16,467.4 |
|
1.000 |
16,405.0 |
|
0.618 |
16,366.4 |
|
HIGH |
16,304.0 |
|
0.618 |
16,265.4 |
|
0.500 |
16,253.5 |
|
0.382 |
16,241.6 |
|
LOW |
16,203.0 |
|
0.618 |
16,140.6 |
|
1.000 |
16,102.0 |
|
1.618 |
16,039.6 |
|
2.618 |
15,938.6 |
|
4.250 |
15,773.8 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,271.8 |
16,266.0 |
| PP |
16,262.7 |
16,251.0 |
| S1 |
16,253.5 |
16,236.0 |
|